Anic Equity¶

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Total return since start: 0.61 %¶

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Equity now: -----------------------------> 49191.66 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43263.87 Kr¶

PnL: ---------------------------------------> -1611.71 Kr¶

DD now: ---------------------------------> -7.396 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-22 14:42:09.834505'

Anic Portfolio¶

Today¶

Return: -0.056 %¶

This Week¶

Return: -3.073 %¶

Total portfolio value¶

Return including deposits: 61.041 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 109 -2.610000 1507.470000 84.470000 5.940000 1423.000014
Nederman Holding 1 0.970000 208.000000 9.000000 4.520000 199.000000
Hennes & Mauritz B 6 0.430000 920.880000 8.880000 0.970000 912.000000
JM 7 2.860000 957.600000 7.600000 0.800000 950.000002
Atrium Ljungberg B 5 -0.890000 895.500000 -8.500000 -0.940000 904.000000
ASSA ABLOY B 4 -0.530000 983.600000 -9.400000 -0.950000 993.000000
Profoto Holding 7 -0.730000 572.600000 -9.400000 -1.620000 581.999999
Eastnine 6 -1.280000 646.800000 -10.200000 -1.550000 657.000000
OX2 12 0.130000 892.200000 -16.800000 -1.850000 909.000000
Biotage 1 -0.680000 132.100000 -16.900000 -11.340000 149.000000
BioGaia B 8 -1.690000 885.600000 -18.400000 -2.040000 904.000000
Creaspac SPAC 40 -0.210000 3808.000000 -26.000000 -0.680000 3834.000000
Alimak Group 12 -0.370000 979.200000 -27.800000 -2.760000 1007.000004
Bufab 3 -1.020000 1047.600000 -28.400000 -2.640000 1076.000001
Investor B 3 -0.260000 627.150000 -30.850000 -4.690000 657.999999
INVISIO 15 -0.840000 3540.000000 -32.000000 -0.900000 3571.999995
Sandvik 4 -0.830000 815.200000 -32.800000 -3.870000 848.000000
Vitrolife 3 -2.280000 643.200000 -33.800000 -4.990000 677.000001
Latour B 4 -0.960000 821.600000 -34.400000 -4.020000 856.000000
AcadeMedia 20 -2.440000 942.400000 -35.600000 -3.640000 978.000000
Vitec Software Group B 2 -0.930000 1066.000000 -38.000000 -3.440000 1104.000000
Hexatronic Group 15 -0.890000 1032.000000 -39.000000 -3.640000 1071.000000
Gränges 10 -2.010000 998.500000 -40.500000 -3.900000 1039.000000
EQT 4 0.480000 831.600000 -41.400000 -4.740000 873.000000
Hoist Finance 36 -1.280000 968.400000 -42.600000 -4.210000 1010.999988
SKF B 5 -0.870000 936.250000 -43.750000 -4.460000 980.000000
Sagax B 4 -1.680000 841.200000 -43.800000 -4.950000 885.000000
Byggmax Group 33 -1.340000 922.020000 -44.980000 -4.650000 966.999990
Addnode Group B 7 -1.520000 859.600000 -45.400000 -5.020000 904.999998
Sagax A 4 -0.940000 840.000000 -46.000000 -5.190000 886.000000
Platzer Fastigheter Holding B 12 -0.660000 903.600000 -47.400000 -4.980000 951.000000
Catena 2 -1.000000 755.200000 -50.800000 -6.300000 806.000000
HEXPOL B 8 0.360000 890.400000 -66.600000 -6.960000 957.000000
Orrön Energy 170 -1.120000 1953.300000 -92.700000 -4.530000 2045.999980
Hexagon B 26 -1.400000 3291.600000 -128.400000 -3.750000 3420.000012
VEF 788 -0.980000 1750.940000 -152.060000 -7.990000 1903.000300
Sedana Medical 93 1.380000 2596.560000 -387.020000 -12.970000 2983.577733
TOTAL 43263.870000 -1611.710000 -7.39583% 44875.578016

Updated:¶

'2023-06-22 14:42:26.210879'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶